-35.9%
DOW vs APA
+156.3%
-192.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | +2.0% | +15.7% | -13.8% | -3.3% |
| 3M | -12.5% | +16.5% | -29.0% | -17.4% |
| 6M | -9.2% | +35.1% | -44.3% | -18.6% |
| YTD | +30.8% | +82.2% | -51.4% | +5.8% |
| 1Y | +29.4% | +102.5% | -73.1% | +0.5% |
| 3Y | -34.6% | +10.3% | -44.9% | -43.0% |
| 5Y | -35.9% | +166.1% | -202.1% | -58.7% |
| All | -35.9% | +156.3% | -192.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling